Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,92% | 1,21 CHF | 1,22 CHF | 195 000 | 195 000 | 86 988 | 86 988 | 104 889 CHF | 106 464 CHF | 99,89% | 99,89% |
19/11/2024 | 1,90% | 1,23 CHF | 1,24 CHF | 195 000 | 195 000 | 80 364 | 80 364 | 100 043 CHF | 101 488 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 1,29 CHF | 1,30 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 117 870 CHF | 119 272 CHF | 99,89% | 99,89% |
15/11/2024 | 1,33% | 1,34 CHF | 1,35 CHF | 205 000 | 205 000 | 91 454 | 91 454 | 123 336 CHF | 124 723 CHF | 99,90% | 99,90% |
14/11/2024 | 1,71% | 1,32 CHF | 1,33 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 90 017 CHF | 91 053 CHF | 100,00% | 100,00% |
13/11/2024 | 1,91% | 1,26 CHF | 1,27 CHF | 200 000 | 200 000 | 87 821 | 87 821 | 108 190 CHF | 109 773 CHF | 100,00% | 100,00% |
12/11/2024 | 2,00% | 1,23 CHF | 1,24 CHF | 195 000 | 195 000 | 86 094 | 86 094 | 101 090 CHF | 102 640 CHF | 99,85% | 99,85% |
11/11/2024 | 2,13% | 1,14 CHF | 1,15 CHF | 190 000 | 190 000 | 83 948 | 83 948 | 92 722 CHF | 94 236 CHF | 99,56% | 99,56% |
08/11/2024 | 2,11% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 85 331 | 85 331 | 94 241 CHF | 95 782 CHF | 99,17% | 99,17% |
07/11/2024 | 2,02% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 85 396 | 85 396 | 96 690 CHF | 98 238 CHF | 100,00% | 100,00% |